Professional Stock Trading System Design and Automation phần 10 ppt

276 11 Source Code 11.4 Source Code 277 Acme V Strategy Strategy Table 11.17. Acme V Strategy Signal Name Acme V System Acme Trade Manager Long Entry V Long Exit V Short Entry Short Exit V Acme V System 278 11 Source Code 11.4 Source Code 279 280 11 Source Code 11.4 Source Code 281 282 11 Source Code 11.4 Source Code 283 284 11 Source Code 11.4 Source Code 285 286 11 Source Code 11.4 Source Code 287 288 11 Source Code 11.4 Source Code 289 290 11 Source Code 11.4 Source Code 291 292 11 Source Code 11.4 Source Code 293 294 11 Source Code 11.4 Source Code 295 [...]... Volatility function • 27, 299 Acme F System • 90-94 Acme FB System • 91-92 Acme FP System • 92-93 Acme Indicators • 5 Acme M System • 72-74 Acme Market System • 167-69 performance • 174 Acme N System • 140-42 performance • 146 Acme P System • 46-48 Acme R System • 109 -10 Acme Range Patterns • 137 Acme Trade Filters • 22 Acme Trade Manager • 12-13 Acme Trading Systems • 2-5 Acme V System • 126-27 performance... Float Fullback System • See Acme FP System float trading channel breakout • 90 channels • 89 double bottom • 102 double top • 102 Float Percentage • 102 multiple signals • 98 pullback • 90 stock split • 103 Test pattern • 102 Float Trading System • See Acme F System float turnover • 86, 101 , 102 FloatFactor parameter • 88 forward guidance • 211 FuelCell Energy • 58 Function AcmeCobra • 278 AcmeDoubleBottom... 145 risk/reward ratio • 149 Range Trading System • See Acme N System RangeFactor parameter • 106 , 116 RangeLength parameter • 68 RangePercent parameter • 140 RangeRatio parameter • 108 rectangle • 106 -9 double • 112 intraday • 113 multiple • 114 reversal tool • 113 trend filters • 114 Rectangle Trading System • See Acme R System Redback Networks • 24 reference range • 106 Rent-a-Center • 191 RetraceBars... Blueprints for Gains in Stocks & Grains Financial Times Pitman Publishing, London, England [10] (1957) One-Way Formula for Trading in Stocks & Commodities, Financial Times Pitman Publishing, London, England [11] Edwards, Robert D and John Magee (1948) Technical Analysis of Stock Trends John Magee, Springfield, Massachusetts [12] Epstein, Richard A (1967) The Theory of Gambling and Statistical Logic Academic... fade • 3, 102 swing traders • 81 fair value-217-18 filter FilterLength parameter • 90 FiltersOn parameter • 23 price • 23 technical • 23 trade • 22 FLIR Systems • 102 float • 85 Float Box • 87 float breakout • 86 Float Breakout System • See Acme FB System Float Channel • 88 lower • 98 resistance • 99 support • 99 upper • 97 Float Percentage • 89 Float Fullback System • See Acme FP System float trading. .. See Spread Band scanning end-of-day • 179 gaps • 206 real-time • 212 SeaChange • 132 Securities Broker/Dealer Index (XBD) • 147 Sentiment Model • 158-66 Short Sales Ratio • 165-66 short selling • 44-45 ShortString parameter • 167 ShortString variable • 74 Siebel Systems • 58 Signal Acme F System • 238 Acme M System • 248 Acme Market System • 259 Acme N System • 262 Acme P System • 266 Acme R System •... 247 Acme NR • 264 Acme NR% • 265 Acme NR2 • 265 pair trading closing bell • 56 closing out • 59 correlation period • 54 gaps • 12 Leader / Laggard • 55 V Zone • 70 Pattern Qualifier • 70 Average • 71 Narrow Range • 70 Pattern Trading System • See Acme M System PeopleSoft • 58 Percent Risk Model • 10 Percent Volatility Model • 10- 11 Philadelphia Stock Exchange Semiconductor Sector index (SOX) • 157... (1974) CRC Standard Mathematical Tables CRC Press, Cleveland, Ohio [30] Stridsman, Thomas (2001) Trading Systems that Work McGraw-Hill, New York, New York [31] Sun-Tzu and Roger Ames, Translator (1993) Sun-tzu: The Art of Warfare Ballantine Books, New York, New York [32] Sweeney, John (1996) Campaign Trading John Wiley & Sons, New York, New York [33] Taylor, George Douglass (1950) The Taylor Trading Technique... New York [23] (1994) Beyond Candlesticks John Wiley & Sons, New York, New York [24] Reverre, Stephane (2001) The Complete Arbitrage Handbook McGraw-Hill, New York, New York [25] Schabacker, Richard (1932) Technical Analysis and Stock Market Profits Financial Times Pitman Publishing, London, England [26] (1934) Stock Market Profits Financial Times Prentice Hall, London, England [27] Schwager, Jack D (1989)... archive 232 GlobalServer • 181 Performance Report • 32 signal names • 225 workspace • 50 WorkspaceAssistant • 182 trading automated • 151 capital • 7-8 firm • 194-95 fixed costs • 8-9 halt • 218 income • 8 Level II • 203 margin • 10 system • 19-20 Trading Model • 6-31 Portfolio • 6 trading system design • 20-21 filters • 22-31 performance • 32-34 rules • 21 trend reversal • 214 triangle • 119-21 descending . bottom • 102 double top • 102 Float Percentage • 102 multiple signals • 98 pullback • 90 stock split • 103 Test pattern • 102 Float Trading System • See Acme F System float turnover • 86, 101 , 102 FloatFactor. 74 Siebel Systems • 58 Signal Acme F System • 238 Acme M System • 248 Acme Market System • 259 Acme N System • 262 Acme P System • 266 Acme R System • 268 Acme Trade Manager • 272 Acme V System. 140-42 performance • 146 Acme P System • 46-48 Acme R System • 109 -10 Acme Range Patterns • 137 Acme Trade Filters • 22 Acme Trade Manager • 12-13 Acme Trading Systems • 2-5 Acme V System • 126-27 performance